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From incurred loss to current expected credit loss : a forensic analysis of the allowance for loan losses in unconditionally cancelable credit card portfolios
Canals-Cerdá, José J. - In: The journal of credit risk : published quarterly by … 16 (2020) 4, pp. 43-83
Persistent link: https://www.econbiz.de/10012494772
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Explaining credit ratings through a perpetual-debt structural model
Barone, Gaia - In: The journal of credit risk : published quarterly by … 17 (2021) 2, pp. 1-25
Persistent link: https://www.econbiz.de/10012671409
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An interpretable Comprehensive Capital Analysis and Review (CCAR) neural network model for portfolio loss forecasting and stress testing
Chen, Heng Z. - In: The journal of credit risk : published quarterly by … 17 (2021) 3, pp. 141-161
Persistent link: https://www.econbiz.de/10012816950
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Contagious defaults in a credit portfolio : a Bayesian network approach
Anagnostou, Ioannis; Sanchez Rivero, Javier; Sourabh, Sumit - In: The journal of credit risk : published quarterly by … 16 (2020) 1, pp. 1-26
Persistent link: https://www.econbiz.de/10012298963
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Current expected credit loss procyclicality : it depends on the model
Breeden, Joseph L.; Vaskouski, Maxim - In: The journal of credit risk : published quarterly by … 16 (2020) 1, pp. 27-48
Persistent link: https://www.econbiz.de/10012298972
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A sensitivity analysis of the alpha factor
Einemann, Michael; Kalkbrener, Michael - In: The journal of credit risk : published quarterly by … 16 (2020) 1, pp. 49-70
Persistent link: https://www.econbiz.de/10012298981
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Covid-19 and the credit cycle
Altman, Edward I. - In: The journal of credit risk : published quarterly by … 16 (2020) 2, pp. 1-28
Persistent link: https://www.econbiz.de/10012298985
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IFRS 9 compliant economic adjustment of expected credit loss modeling
Gubareva, Mariya - In: The journal of credit risk : published quarterly by … 16 (2020) 2, pp. 29-66
Persistent link: https://www.econbiz.de/10012298993
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Rethinking the margin period of risk
Andersen, Leif B. G.; Pykhtin, Michael; Sokol, Alexander - In: The journal of credit risk : published quarterly by … 13 (2017) 1, pp. 1-45
Persistent link: https://www.econbiz.de/10011670745
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Financial distress pre-warning indicators : a case study on Italian listed companies
De Luca, Francesco; Meschieri, Enrica - In: The journal of credit risk : published quarterly by … 13 (2017) 1, pp. 73-94
Persistent link: https://www.econbiz.de/10011670761